They're not in WSB,they're part of the Marlett font that windows uses for glyphs ,the color comes from :
For places list arrow
Start Menu > Panels > Basic > Places List > Panels > Places List > Textcolor:Color .. (1.6xml's)
Start Menu > Panels > Basic > PlacesList > Textcolor:Color ( 1.5xml's)
Start Menu > Menus > Basic > MenuBand >Textcolor:Color ....for the sub menu arrow color.
Only way you can change the arrow in Places list is by adding a symbol based font to the above Places list location... Never changed the sub menu arrow..